+133.6%
CCL vs TLN
+580.6%
-447.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -1.2% | +11.0% | -12.2% | -3.8% |
| 30D | +13.1% | +4.9% | +8.2% | +11.1% |
| 3M | +3.4% | +4.9% | -1.5% | +0.9% |
| 6M | +18.7% | +7.1% | +11.6% | +14.2% |
| YTD | -2.3% | +0.3% | -2.6% | -5.5% |
| 1Y | +14.2% | +5.9% | +8.3% | +8.5% |
| 3Y | +133.6% | +578.5% | -444.9% | +66.8% |
| All | +133.6% | +580.6% | -447.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling